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The
Algorithm
Output
Information
Example:
To find the approximate value of 26
we can use two algorithms
1. Using differentials
dy f x dx
sn sn1
2
sn1
Differentiation.
dy 2
x sin x 2 x cos x
dx
Integration.
x4 x2
x x e dx
ex C
4
2
3
x 2x 5 0
3
Integration.
1
e x dx
2 x
x 30
dx
e
x
x5
30 cos
Major Topics.
Roots of Equations.
These problems are concerned with the value of a
Major Topics.
Systems of Linear Simultaneous Equations.
Similar to roots of equations in the sense that are
Major Topics.
Interpolation.
Interpolation is used where the objective is to
Major Topics.
Differentiation & Integration
A number of engineering problems require a
numerical derived estimate of a derivative of a
function f(x).
Major Topics.
Differential Equations
Both ordinary and partial differential equations
Types of Errors:
Truncation error
Round-off error
All computing devices represent numbers with some
Human errors:
(a) Mathematical equation/model.
(b) Computing tools/machines.
(c) Error in original data.
(d) Propagated error.
2 1.4142...
0.342s
MEASURE OF ERRORS:
Example:
Let the true value of p be 3.1415926535898 and
its approximation be 3.14 as usual. Compute the
absolute error and relative error of such an
approximation.
Example:
The function
Answer:
c1 = 0.356499, c2 = 1.643502
Example:
The extreme value theorem applied to the
function
f (x) = 35 + 59.5x 66.5x2 + 15x3
over the interval [0, 3].
Answer:
min{ f (0), f (3), f (x1), f (x2)}
Rolles Theorem.
Assume that f C[a, b] and that f (x) exists for
all x (a, b). If f (a) = f (b) = 0, then there exists
a number c, with c (a, b), such that f(c) = 0.
Example:
The function f (x) = sin(x) is continuous on the
closed interval [0.1, 2.1] and differentiable on the
open interval (0.1, 2.1). By the mean value
theorem, find c.
Answer:
Example:
The mean value theorem for integrals applied to
f(x) = sin(x) + 1/3 sin(3x) over the interval
[0, 2.5].
Answer:
Taylors Theorem:
Assume that f Cn+1[a, b] and let x0 [a, b].
Then, for every x (a, b), there exists a number
c = c(x) (the value of c depends on the value of x)
that lies between x0 and x such that
Example:
The function f (x) = sin(x) satisfies the
hypotheses of the Theorem. The Taylor
polynomial Pn(x) of degree n = 9 expanded about
x0 = 0 is obtained by evaluating the derivatives at
x = 0.
Answer:
m0
cos x
m 0
sin x
m0
xm
x2 x3
1 x
. . .
m!
2!
3!
1m x 2m
2m !
x2 x4
1
. . .
2!
4!
1m x 2m 1
2m 1!
x3 x5
. . .
3!
5!
Resources
Numerical Methods Using Matlab, 4th Edition,
2004 by John H. Mathews and Kurtis K. Fink
Holistic Numerical Methods Institute by Autar
Kaw and Jai Pau.
Numerical Methods for Engineers by Chapra
and Canale